"I'm not embarrassed or ashamed or sorry I got this thing going," Reid was quoted as saying. "I think it's one of the good things I did in my congressional service. I've done something that no one has done before," he added.

According to the report, the US military service members had brought the mysterious occurrences, which they saw while carrying out their duties at the Pentagon, to the notice of the officials and they are still analysing them.

The programme called -- Advanced Aviation Threat Identification Program -- was operated from 2007 to 2012. The annual funding received by the programme was $22 million as per Pentagon's gargantuan budget, New York Times stated, quoting program participants and records.

The Department of Defense revealed in a statement that this secret UFO programme is over now.

"The Advanced Aviation Threat Identification Program ended in the 2012 timeframe. It was determined that there were other, higher priority issues that merited funding and it was in the best interest of the DoD to make a change," Pentagon spokesman Tom Crosson told CNN.